Organizational refinements of Nash equilibrium

Theory and Decision - Strong Nash equilibrium (see Aumann, 1959) and coalition-proof Nash equilibrium (see Bernheim et al., 1987) rely on the idea that players are allowed to form coalitions and...     

Restricted Two Parameter Ridge Estimator

In 2005 Lipovetsky and Conklin proposed an estimator, the two parameter ridge estimator (TRE), as an alternative to the ordinary least squares estimator (OLSE) and the ordinary ridge estimator (RE) in the presence of multicollinearity, and in 2006 Lipovetsky improved the two parameter model. In this paper, we introduce two new estimators, one of which is the modified two parameter ridge estimator (MTRE) defined by following Swindel's paper of 1976. The other one is the restricted two parameter ridge estimator (RTRE) which is derived by setting additional linear restrictions on the parameter vectors. This estimator is a generalization of the restricted least squares estimator (RLSE) and includes the restricted ridge estimator (RRE) proposed by Groß in 2003. A numerical example is provided and a simulation study is conducted for the comparisons of the RTRE with the OLSE, RLSE, RE, RRE and TRE.     

Leverages and Influential Observations in a Regression Model with Autocorrelated Errors

This article deals with the general form of the hat matrix and the DFBETA measure to detect the influential observations and the leverages in the linear regression model with more than one regressor when the errors are from AR(1) and AR(2) processes. Previous studies dealing with the influential observations and the leverages in the constant mean model and regression through the origin model are obtained as special cases. To demonstrate the utility of the hat matrix and the DFBETA measure, two numerical examples based on the ice cream consumption data with AR(1) errors and the Fox-Hartnagel data with AR(2) errors are analyzed. The results show that the parameter of the autoregressive process affects the influential and leverage points.     

Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation

We consider the estimation of the conditional quantile when the interest variable is subject to left truncation. Under regularity conditions, it is shown that the kernel estimate of the conditional quantile is asymptotically normally distributed, when the data exhibit some kind of dependence. We use asymptotic normality to construct confidence bands for predictors based on the kernel estimate of the conditional median.     

论国际航空保安法制的新发展——评2010年《北京公约》及《北京议定书》

2010年国际保安公约外交大会最终通过产生了《制止与国际民用航空有关的非法行为的公约》与《制止非法劫持航空器公约的补充议定书》。这两项文件从实体法和程序法方面加强完善了现有国际航空保安公约体系,加大了打击恐怖行为的力度并增进了国际反恐合作。对于其中存在的管辖权冲突及修改年限等问题应当设立相应条款加以解决。     

Robust parameter estimation of regression model with AR(p) error terms

In this article, we consider a linear regression model with AR(p) error terms with the assumption that the error terms have a t distribution as a heavy-tailed alternative to the normal distribution. We obtain the estimators for the model parameters by using the conditional maximum likelihood (CML) method. We conduct an iteratively reweighting algorithm (IRA) to find the estimates for the parameters of interest. We provide a simulation study and three real data examples to illustrate the performance of the proposed robust estimators based on t distribution.     

基于等维灰数递补动态模型的河北省人口发展趋势预测

由于人口预测为多因素预测,为此采用了等维灰数递补动态预测模型对河北省2010年、2020年、2030年的人口数量进行预测。该模型方法简捷,结果比较符合实际。同时综合分析总人口、年自然增长率变化趋势,确定了河北省未来人口增长的高、中、低三种方案。